Cargando…
The Effect of Exit Time and Entropy on Asset Performance Evaluation
The objective of this study is to evaluate assets’ performance by considering the exit time within the risk measurement framework alongside Shannon entropy and, alternatively, excluding these factors, which can be used to create a portfolio aligned with short- or long-term objectives. This portfolio...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2023
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10528300/ https://www.ncbi.nlm.nih.gov/pubmed/37761551 http://dx.doi.org/10.3390/e25091252 |